Yellow Hungarian Wax is typically around the heat level of a hot banana pepper. I typically grow Black Hungarians instead of yellow, but those aren't too hot either. I have found them to be in lines with the jalapenos and hot banana peppers. Not sure which cherry hot pepper you have, but I'm guessing a mild one. But wax peppers can be a nice addition to banana peppers in the pickling mix, and they also pickle up nicely on their own. I also like to smoke and dehydrate or unsmoked dehydrate these peppers.

Peppers can get a bit sweeter when fully ripe, but some can also get hotter as they become fully ripe. And also, growing conditions can impact how hot your hots get- when they get stressed, they can jump up with the heat. I've had a time or two of a much milder pepper turn out to be surprisingly HOT because of stressed growing conditions.